Self pickup and return is one of the delivery methods. You need to setup the location list before you use this delivery method.
First of all, you need to setup a location list to store your pickup points. If you have only one pickup point, you also need to setup a list to store the pickup point. It helps you can manage a lot of pickup points easily. (e.g. Company branches)
Please watch the video below to see how to setup the pickup points.